[--[65.84.65.76]--]
AUROPHARMA
AUROBINDO PHARMA LTD

1303.55 48.90 (3.90%)

Back to Option Chain


Historical option data for AUROPHARMA

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 1303.55 73.5 27.65 - 7,19,400 -91,850 1,42,450
4 Jul 1254.65 45.85 - 14,33,300 -53,900 2,34,300
3 Jul 1238.80 36 - 11,40,700 28,600 2,88,200
2 Jul 1213.05 28.3 - 2,81,050 -9,900 2,59,050
1 Jul 1211.80 28.85 - 5,12,600 12,650 2,68,950
28 Jun 1207.60 28.6 - 6,25,900 52,250 2,56,300
27 Jun 1188.25 23.4 - 2,54,100 41,800 2,04,050
26 Jun 1197.95 27.05 - 3,05,250 29,150 1,61,150
25 Jun 1217.95 33.6 - 3,93,800 1,03,950 1,32,000
24 Jun 1218.65 37.6 - 63,800 7,150 28,600
21 Jun 1241.10 49.00 - 14,300 -1,100 18,700
20 Jun 1243.20 50.00 - 24,200 9,900 19,250
19 Jun 1221.70 37.00 - 11,000 9,350 9,350
18 Jun 1242.70 39.30 - 0 0 0
14 Jun 1259.00 39.30 - 0 0 0
13 Jun 1254.65 39.30 - 0 0 0
12 Jun 1248.95 39.30 - 0 0 0
11 Jun 1257.00 39.30 - 0 0 0
10 Jun 1249.20 39.30 - 0 0 0
7 Jun 1265.15 39.30 - 0 0 0
6 Jun 1251.30 39.30 - 0 0 0
5 Jun 1266.40 39.30 - 0 0 0
4 Jun 1197.35 39.30 - 0 0 0
3 Jun 1227.40 39.30 - 0 0 0
31 May 1185.70 39.30 - 0 0 0


For AUROBINDO PHARMA LTD - strike price 1240 expiring on 25JUL2024

Delta for 1240 CE is -

Historical price for 1240 CE is as follows

On 5 Jul AUROPHARMA was trading at 1303.55. The strike last trading price was 73.5, which was 27.65 higher than the previous day. The implied volatity was -, the open interest changed by -91850 which decreased total open position to 142450


On 4 Jul AUROPHARMA was trading at 1254.65. The strike last trading price was 45.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -53900 which decreased total open position to 234300


On 3 Jul AUROPHARMA was trading at 1238.80. The strike last trading price was 36, which was lower than the previous day. The implied volatity was -, the open interest changed by 28600 which increased total open position to 288200


On 2 Jul AUROPHARMA was trading at 1213.05. The strike last trading price was 28.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -9900 which decreased total open position to 259050


On 1 Jul AUROPHARMA was trading at 1211.80. The strike last trading price was 28.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 12650 which increased total open position to 268950


On 28 Jun AUROPHARMA was trading at 1207.60. The strike last trading price was 28.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 52250 which increased total open position to 256300


On 27 Jun AUROPHARMA was trading at 1188.25. The strike last trading price was 23.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 41800 which increased total open position to 204050


On 26 Jun AUROPHARMA was trading at 1197.95. The strike last trading price was 27.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 29150 which increased total open position to 161150


On 25 Jun AUROPHARMA was trading at 1217.95. The strike last trading price was 33.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 103950 which increased total open position to 132000


On 24 Jun AUROPHARMA was trading at 1218.65. The strike last trading price was 37.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 7150 which increased total open position to 28600


On 21 Jun AUROPHARMA was trading at 1241.10. The strike last trading price was 49.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 18700


On 20 Jun AUROPHARMA was trading at 1243.20. The strike last trading price was 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 19250


On 19 Jun AUROPHARMA was trading at 1221.70. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9350 which increased total open position to 9350


On 18 Jun AUROPHARMA was trading at 1242.70. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun AUROPHARMA was trading at 1259.00. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun AUROPHARMA was trading at 1254.65. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun AUROPHARMA was trading at 1248.95. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun AUROPHARMA was trading at 1257.00. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun AUROPHARMA was trading at 1249.20. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun AUROPHARMA was trading at 1265.15. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun AUROPHARMA was trading at 1251.30. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun AUROPHARMA was trading at 1266.40. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun AUROPHARMA was trading at 1197.35. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun AUROPHARMA was trading at 1227.40. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May AUROPHARMA was trading at 1185.70. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 1303.55 10.6 -14.40 - 7,28,750 8,250 1,57,300
4 Jul 1254.65 25 - 4,79,600 14,300 1,49,050
3 Jul 1238.80 33.55 - 3,94,350 67,100 1,34,750
2 Jul 1213.05 47.8 - 35,200 4,400 66,550
1 Jul 1211.80 46.85 - 52,250 18,700 62,150
28 Jun 1207.60 52.15 - 50,600 0 43,450
27 Jun 1188.25 63 - 22,550 10,450 43,450
26 Jun 1197.95 56.65 - 25,300 -4,950 31,350
25 Jun 1217.95 49.95 - 43,450 26,950 36,300
24 Jun 1218.65 48 - 11,550 5,500 8,800
21 Jun 1241.10 38.70 - 3,300 2,750 2,750
20 Jun 1243.20 153.55 - 0 0 0
19 Jun 1221.70 153.55 - 0 0 0
18 Jun 1242.70 153.55 - 0 0 0
14 Jun 1259.00 153.55 - 0 0 0
13 Jun 1254.65 153.55 - 0 0 0
12 Jun 1248.95 153.55 - 0 0 0
11 Jun 1257.00 153.55 - 0 0 0
10 Jun 1249.20 153.55 - 0 0 0
7 Jun 1265.15 153.55 - 0 0 0
6 Jun 1251.30 153.55 - 0 0 0
5 Jun 1266.40 153.55 - 0 0 0
4 Jun 1197.35 153.55 - 0 0 0
3 Jun 1227.40 153.55 - 0 0 0
31 May 1185.70 153.55 - 0 0 0


For AUROBINDO PHARMA LTD - strike price 1240 expiring on 25JUL2024

Delta for 1240 PE is -

Historical price for 1240 PE is as follows

On 5 Jul AUROPHARMA was trading at 1303.55. The strike last trading price was 10.6, which was -14.40 lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 157300


On 4 Jul AUROPHARMA was trading at 1254.65. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by 14300 which increased total open position to 149050


On 3 Jul AUROPHARMA was trading at 1238.80. The strike last trading price was 33.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 67100 which increased total open position to 134750


On 2 Jul AUROPHARMA was trading at 1213.05. The strike last trading price was 47.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 66550


On 1 Jul AUROPHARMA was trading at 1211.80. The strike last trading price was 46.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 18700 which increased total open position to 62150


On 28 Jun AUROPHARMA was trading at 1207.60. The strike last trading price was 52.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43450


On 27 Jun AUROPHARMA was trading at 1188.25. The strike last trading price was 63, which was lower than the previous day. The implied volatity was -, the open interest changed by 10450 which increased total open position to 43450


On 26 Jun AUROPHARMA was trading at 1197.95. The strike last trading price was 56.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -4950 which decreased total open position to 31350


On 25 Jun AUROPHARMA was trading at 1217.95. The strike last trading price was 49.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 26950 which increased total open position to 36300


On 24 Jun AUROPHARMA was trading at 1218.65. The strike last trading price was 48, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 8800


On 21 Jun AUROPHARMA was trading at 1241.10. The strike last trading price was 38.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 2750


On 20 Jun AUROPHARMA was trading at 1243.20. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun AUROPHARMA was trading at 1221.70. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun AUROPHARMA was trading at 1242.70. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun AUROPHARMA was trading at 1259.00. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun AUROPHARMA was trading at 1254.65. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun AUROPHARMA was trading at 1248.95. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun AUROPHARMA was trading at 1257.00. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun AUROPHARMA was trading at 1249.20. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun AUROPHARMA was trading at 1265.15. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun AUROPHARMA was trading at 1251.30. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun AUROPHARMA was trading at 1266.40. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun AUROPHARMA was trading at 1197.35. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun AUROPHARMA was trading at 1227.40. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May AUROPHARMA was trading at 1185.70. The strike last trading price was 153.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0